-90.5%
SLND vs SPY
+78.7%
-169.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.7% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | +8.1% | -0.9% | +9.0% | +8.4% |
| 3M | -41.4% | +3.9% | -45.3% | -43.7% |
| 6M | -35.0% | +14.5% | -49.5% | -42.9% |
| YTD | -81.1% | +12.9% | -94.0% | -83.1% |
| 1Y | -85.4% | +19.4% | -104.8% | -87.6% |
| 3Y | -90.5% | +78.5% | -169.0% | -94.7% |
| All | -90.5% | +78.7% | -169.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling